VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 58,570
COMMITMENTS
6,160 10,754 4,837 42,324 38,430 53,321 54,021 5,249 4,549
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -32,996)
-2,212 -2,142 -5,268 -20,432 -20,275 -27,912 -27,685 -5,084 -5,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 18.4 8.3 72.3 65.6 91.0 92.2 9.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 19 13 8 7 25 29
Updated November 30, 2007